library(animation)

setwd("c:\\plot\\")
ani.options(
    convert = shQuote('C:\\Program Files\\ImageMagick-6.8.6-Q16\\convert.exe')
)

saveGIF(
{
    for (i in 1:10) plot(runif(10), ylim = 0:1)
},
    movie.name = "test.gif", 
    interval = 0.2, 
    ani.width = 300, 
    ani.height = 300,
    outdir = getwd()
)